Like said this was on Lumia 900 as well. I think it could be more about how Nokia in general builds the poly unibody.
That said i don't think i have this same problem on my Lumia 800 and N9, not that i have at least noticed it.

I am so pleased with the vibration of this phone. Never again will I miss a call or text while the phone is on vibrate in my baggy pockets. HOORAY! Every other phone I have owned had terribly weak vibrations (HTC Titan, Motorola Atrix, iPhone 4 and 3G).

I'm probably going to exchange mine tomorrow. 99.9999% perfect phone but that damn rattle. Loud is one thing but it sounds like a bottomed out speaker. It'd be nice if we had a setting to adjust the intensity. On some vibrations it's a nice soft hum. On others its bone jarring. :P

Mine has a slight rattle as well, didn't really worry me though. I'll keep using it for a week. If it gets worse then I might consider exchanging it. I had just assumed it would get better over time, once the mechanical parts wore in.